If you are running the OEM Turbo you do NOT need to do change out the Cat because it's actually "tuned" to the output of the stock Turbo. Change that out and the results will be negative, you may see more lag and quite possibly a reduction in power produced.
Take a look into the outlet of the stock downpipe and you will see what appears to be a necked down area that most will assume is a Restriction. However look into the Expansion chamber on a 2 cycle racing engine and and you will come to realize that Ford is using the Catalytic Converter as an Expansion Chamber and that necked down area is a critical component of that Expansion Chamber. So, what's the point of that Expansion chamber? It's purpose is to increase the efficiency and velocity of the exhaust flow thru the Turbocharger. There is a lot of complex goings on between the exhaust ports and the downpipe outlet with Vacuum waves bouncing back into the turbo and the timing for these events is critical. I would bet that Ford spent many many hours on multiple dyno's "tuning" that downpipe to provide the best balance between spool time, torque/RPM balance, and the shape and position of the peak on the power curve.
Another positive for keeping the OEM downpipe is that you won't get crossed up with the EPA for running a non compliant downpipe.